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How do oil price shocks affect consumer prices?
11 references·5 citing·45 second hopsampled
How do oil price shocks affect consumer prices? (2014)How do oil price shocks affect consumer p…Oil Price Shocks: Causes and Consequences (2014)Oil Price Shocks: Causes and …Forecasting the Price of Oil (2013)Forecasting the Price of OilOIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? (2011)OIL PRICE SHOCKS AND INDUSTRI…Does the Fed Respond to Oil Price Shocks? (2011)Does the Fed Respond to Oil P…Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices (2010)Do Energy Prices Respond to U…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…How sensitive are consumer expenditures to retail energy prices? (2009)How sensitive are consumer ex…Oil price pass-through into inflation (2008)Oil price pass-through into i…Why has Core Inflation Remained so Muted in the Face of the Oil Shock? (2007)Why has Core Inflation Remain…Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)Bootstrapping autoregressions…Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…Carbon Taxation and Greenflation: Evidence from Europe and Canada (2023)Carbon Taxation and Greenflat…The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model (2021)The asymmetric impacts of oil…Influence of oil prices on inflation in South Asia: Some new evidence (2021)Influence of oil prices on in…Oil Price Pass-through into Core Inflation (2019)Oil Price Pass-through into C…Oil price and inflation dynamics in the Gulf Cooperation Council countries (2019)Oil price and inflation dynam…Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Coherent Measures of Risk (1999)The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)A deep learning ensemble approach for crude oil price forecasting (2017)Stock Returns, Real Activity, Inflation, and Money (1981)What is an Oil Shock? (2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty, and Investment (1990)Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (2011)Panel Vector Autoregressive Models: A Survey (2013)Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)Efficient Tests for an Autoregressive Unit Root (1992)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Efficient Tests for an Autoregressive Unit Root (1996)Inflation responses to commodity price shocks – How and why do countries differ? (2016)Modelling oil price-inflation nexus: The role of asymmetries (2017)Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach (2019)This is what happened to the oil price-macroeconomy relationship (1996)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Do structural oil-market shocks affect stock prices? (2009)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Modelling oil price and exchange rate co-movements (2011)Oil price shocks and stock market returns: New evidence from the United States and China (2014)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? (2012)Oil and the Macroeconomy since World War II (1983)The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses (2015)The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices (2016)Oil price shocks and U.S. economic activity (2019)Impulse response analysis in nonlinear multivariate models (1996)Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries (2012)Lower Oil Prices and the U.S. Economy: Is This Time Different? (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (2005)WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)Oil shocks, policy uncertainty and stock market return (2013)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
  • 2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form631 cited
  • 2009How sensitive are consumer expenditures to retail energy prices?580 cited
  • 2010Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices406 cited
  • 2013Forecasting the Price of Oil385 cited
  • 2011Does the Fed Respond to Oil Price Shocks?385 cited
  • 2014Oil Price Shocks: Causes and Consequences353 cited
  • 2008Oil price pass-through into inflation307 cited
  • 2011OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?225 cited
  • 2007Why has Core Inflation Remained so Muted in the Face of the Oil Shock?36 cited

Cited by

  • 2021The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model105 cited
  • 2019Oil Price Pass-through into Core Inflation95 cited
  • 2023Carbon Taxation and Greenflation: Evidence from Europe and Canada91 cited
  • 2021Influence of oil prices on inflation in South Asia: Some new evidence

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87 cited
  • 2019Oil price and inflation dynamics in the Gulf Cooperation Council countries75 cited